+139.7%
WEC vs TYL
+115.8%
+24.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | -1.3% | +18.7% | -20.0% | -3.8% |
| 3M | -3.9% | +18.1% | -22.1% | -6.5% |
| 6M | -8.3% | -1.1% | -7.2% | -8.6% |
| YTD | +3.1% | -19.8% | +22.9% | +5.8% |
| 1Y | +1.9% | -34.3% | +36.3% | +8.2% |
| 3Y | +41.9% | -8.2% | +50.1% | +39.8% |
| 5Y | +30.8% | -25.4% | +56.2% | +30.8% |
| All | +139.7% | +115.8% | +24.0% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling